Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49343.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45281.97 Kr¶

PnL: ---------------------------------------> 225.97 Kr¶

DD now: ---------------------------------> -7.11 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:26:49.744096'

Anic Portfolio¶

This Week¶

Return: 0.017 %¶

Total portfolio value¶

Return including deposits: 61.434 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1663.200000 194.200000 13.220000 1468.999998
Orrön Energy 180 -0.160000 2198.700000 155.700000 7.620000 2043.000000
Sedana Medical 93 -1.120000 2631.900000 110.900000 4.400000 2521.000011
Atrium Ljungberg B 5 -0.550000 989.500000 54.500000 5.830000 935.000000
Platzer Fastigheter Holding B 12 -0.710000 1012.800000 51.800000 5.390000 960.999996
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
JM 6 -0.270000 900.000000 36.000000 4.170000 864.000000
Sagax B 4 -1.250000 886.000000 32.000000 3.750000 854.000000
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Hexatronic Group 12 -0.930000 992.400000 25.400000 2.630000 966.999996
Bilia A 8 -0.170000 914.400000 14.400000 1.600000 900.000000
HEXPOL B 9 0.530000 1033.200000 12.200000 1.190000 1020.999996
Gränges 9 -0.290000 939.600000 11.600000 1.250000 927.999999
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Byggmax Group 33 -1.220000 961.620000 5.620000 0.590000 956.000001
Clas Ohlson B 12 -0.730000 976.800000 3.800000 0.390000 972.999996
AcadeMedia 8 -0.300000 405.200000 3.200000 0.800000 402.000000
ASSA ABLOY B 3 0.080000 780.300000 1.300000 0.170000 779.000001
OX2 13 -0.610000 949.000000 -1.000000 -0.110000 949.999999
BioGaia B 8 -2.440000 927.200000 -2.800000 -0.300000 930.000000
EQT 4 -1.670000 822.400000 -9.600000 -1.150000 832.000000
VEF 909 -3.620000 1839.820000 -10.180000 -0.550000 1850.000436
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.590000 947.800000 -19.200000 -1.990000 966.999999
SKF B 5 0.160000 919.750000 -20.250000 -2.150000 940.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -1.590000 887.700000 -33.300000 -3.620000 921.000003
Indutrade 5 -0.500000 1184.000000 -34.000000 -2.790000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Vitec Software Group B 2 -1.980000 1038.000000 -49.000000 -4.510000 1087.000000
Hexagon B 26 -1.250000 3390.400000 -70.600000 -2.040000 3461.000010
Bufab 3 -1.200000 1038.000000 -71.000000 -6.400000 1109.000001
BHG Group 97 -2.110000 1352.180000 -106.820000 -7.320000 1458.999989
INVISIO 16 -1.110000 3576.000000 -113.000000 -3.060000 3689.000000
TOTAL 45248.470000 192.470000 -7.17002% 45056.000411

Updated:¶

'2023-07-05 09:25:19.425466'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶